+606.4%
KTOS vs TSN
-4.9%
+611.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -2.4% | +3.0% | -5.4% | -3.2% |
| 30D | -26.8% | -4.2% | -22.7% | -26.1% |
| 3M | -20.6% | -3.9% | -16.7% | -20.0% |
| 6M | -47.5% | -9.8% | -37.7% | -46.5% |
| YTD | -38.5% | -7.3% | -31.2% | -37.9% |
| 1Y | -31.0% | -2.2% | -28.8% | -31.7% |
| 3Y | +216.5% | +11.9% | +204.7% | +193.7% |
| 5Y | +105.7% | -16.9% | +122.6% | +108.1% |
| All | +606.4% | -4.9% | +611.3% | +578.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TSN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling